The town centre is small enough to cover entirely on foot — the priory, the castle mound, the Ancient House Museum, and the Thomas Paine statue are all within fifteen minutes' walk of each other. The main shopping streets and the market place are compact.
Cycling is the ideal way to explore Thetford Forest. Bikes can be hired from the Go Ape and Bike Hire centre at High Lodge Forest Centre, around three kilometres west of town (signposted from the B1107). From there you can pick up colour-coded trail routes ranging from gentle family circuits to more demanding singletrack. The trails connect into a larger network across the forest, and it is perfectly possible to cycle from the town centre to High Lodge along quiet roads.
There is no local bus network worth relying on for tourist purposes. The main bus services run along the A11 corridor and connect Thetford with Bury St Edmunds and Norwich, but for Grime's Graves or the deeper forest, a car or bicycle is necessary. Grime's Graves is about eight kilometres northwest of town along the B1107 — a manageable cycle on a calm day, following country lanes through the forest.
Taxis are available from the rank near the town centre, and several local firms will run you out to Grime's Graves and back for a reasonable fare.